Anic Equity¶

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Total return since start: 0.57 %¶

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Equity now: -----------------------------> 47967.08 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Anic Portfolio¶

Today¶

Return: 0.513 %¶

This Week¶

Return: 0.89 %¶

Total¶

Return: 56.997 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.730000 2849.000000 213.000000 8.080000 2636.000010
Beijer Electronics Group 26 -1.010000 3073.200000 102.200000 3.440000 2971.000006
Samhällsbyggnadsbo. i Norden B 20 0.780000 437.400000 82.400000 23.210000 355.000000
Corem Property Group B 59 -0.980000 656.080000 79.080000 13.710000 576.999999
Boozt 12 0.140000 1708.800000 54.800000 3.310000 1653.999996
HMS Networks 2 0.890000 726.000000 53.000000 7.880000 673.000000
FM Mattsson Mora Group B 50 -0.170000 2965.000000 38.000000 1.300000 2927.000000
SAAB B 8 0.590000 3414.400000 37.400000 1.110000 3377.000000
OEM International B 7 0.760000 560.000000 32.000000 6.060000 527.999997
Intrum 4 1.140000 552.400000 25.400000 4.820000 527.000000
Norva24 Group 16 3.420000 560.640000 17.640000 3.250000 543.000000
Coor Service Management Hold. 8 0.370000 548.800000 16.800000 3.160000 532.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 577.500000 15.500000 2.760000 562.000005
Eastnine 4 0.000000 505.600000 14.600000 2.970000 491.000000
MedCap 2 -1.140000 435.000000 14.000000 3.330000 421.000000
Samhällsbyggnadsbo. i Norden D 12 0.000000 259.680000 13.680000 5.560000 246.000000
AcadeMedia 12 0.940000 565.920000 8.920000 1.600000 557.000004
Resurs Holding 22 0.190000 579.700000 5.700000 0.990000 573.999998
Karnov Group 9 -1.480000 540.000000 4.000000 0.750000 536.000004
Swedbank A 3 1.500000 567.450000 3.450000 0.610000 564.000000
Securitas B 6 0.400000 571.680000 1.680000 0.290000 570.000000
Creaspac SPAC 6 -0.100000 577.800000 0.800000 0.140000 577.000002
Essity B 2 -1.280000 572.600000 -1.400000 -0.240000 574.000000
Handelsbanken A 5 0.050000 544.250000 -1.750000 -0.320000 546.000000
Essity A 4 -1.890000 1144.000000 -5.000000 -0.440000 1149.000000
CTEK 13 1.170000 528.970000 -5.030000 -0.940000 533.999999
Nordea Bank Abp 29 -0.050000 3447.520000 -6.480000 -0.190000 3453.999992
Midsona B 63 -1.400000 575.190000 -7.810000 -1.340000 582.999984
International Petroleum Corp. 5 2.120000 554.500000 -40.070000 -6.740000 594.565215
Vivesto 1368 2.060000 570.460000 -42.540000 -6.940000 612.999432
Sampo Oyj SDB 7 -0.090000 3776.500000 -73.500000 -1.910000 3850.000000
OX2 18 1.070000 1530.000000 -134.000000 -8.050000 1663.999992
Axfood 13 0.620000 3610.100000 -145.900000 -3.880000 3756.000001
Ovzon 52 3.360000 3036.800000 -325.200000 -9.670000 3361.999992
Fasadgruppen Group 35 -0.710000 3433.500000 -377.500000 -9.910000 3810.999990
TOTAL 46556.440000 -332.130000 -1.38464% 46888.564618

Updated:¶

'2023-01-18 14:55:09.131339'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶